Data management
data transformations, match-merge, by-group processing, append files, sort, ODBC, XML, outer-joins, row-column transposition, labeling, string functions |
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Basic statistics
summaries, cross-tabulations, correlations, t tests, equality of variance tests, tests of proportions, confidence intervals |
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Linear models
regression; bootstrap, robust Huber/White/sandwich variance estimates, instrumental variables, three-stage least squares, seemingly unrelated regression, constrained regression, quantile regression, GLS |
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Linear mixed, multilevel, and hierarchical models
two-, three-, and multi-way random-intercepts and random-coefficients models; crossed random effects; ML and REML estimation; BLUPs of effects and fitted values; |
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Generalized linear models
ten link functions, user-defined links, seven distributions, ML and IRLS estimation, nine variance estimators, seven residuals |
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Binary, count, and limited dependent variables
logistic, probit, tobit; Poisson and negative-binomial; conditional, multinomial, ordered, rank-ordered, and stereotype logistic; multinomial probit; zero-inflated and zero-truncated count models; selection models; marginal effects; |
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Panel data/cross-sectional time-series
random- and fixed-effects with robust standard errors, linear mixed models, random-effects probit, GEE, random- and fixed-effects Poisson, Arellano–Bond, and instrumental variables regression; AR(1) disturbances; |
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Nonparametric methods
Wilcoxon–Mann–Whitney, Wilcoxon signed ranks and Kruskal–Wallis tests; Spearman and Kendall correlations; Kolmogorov–Smirnov tests; exact binomial CIs |
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ANOVA/MANOVA
balanced and unbalanced designs, factorial, nested, and mixed designs, repeated measures |
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Multivariate methods
factor analysis; principal components; rotation; multidimensional scaling; Procrustean analysis; correspondence analysis; biplots; dendrograms; user-extensible analyses |
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Cluster analysis
hierarchical clustering; kmeans and kmedian nonhierarchical clustering; dendrograms; stopping rules; user-extensible analyses; |
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Resampling and simulation methods
bootstrapping,
jackknife,
Monte Carlo simulation,
permutation tests |
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Model testing and post-estimation support
Wald tests, LR tests, linear and nonlinear combinations, linear and nonlinear predictions, tests of nonlinear restrictions, marginal effects, adjusted means, Hausman tests |
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Graphics
line charts, scatterplots, bar charts, pie charts, hi–lo charts, regression diagnostic graphs, survival plots, nonparametric smoothers, distribution Q–Q plots |
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Survey methods
sampling weights, multistage designs; stratification, poststratification; deff; means, proportions, ratios, totals; summary tables; bootstrap, jackknife, and linearization-based variance estimation; regression, instrumental variables, probit |
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Survival analysis
Kaplan–Meier and Nelson–Aalen estimators, Cox regression (frailty); parametric models (frailty); hazards; time-varying covariates; left and right censoring, Weibull, exponential, and Gompertz analysis; |
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Tools for epidemiologists
standardization of rates, case–control, cohort, matched case–control, Mantel–Haenszel, pharmacokinetics, ROC analysis, ICD-9-CM, |
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Time series
AARIMA, ARCH/GARCH, VAR, VECM, correlograms, periodograms, white-noise tests, unit root tests, Holt–Winters smoothers, Haver Analytics data, rolling and recursive estimation, |
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Maximum likelihood
user-specified functions; NR, DFP, BFGS, BHHH; OIM, OPG, robust, bootstrap, and jackknife matrices; Wald tests; survey data; numeric or analytic derivatives; |
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Transforms and normality tests
Box–Cox transforms, power transforms, Shapiro–Wilk and Shapiro–Francia tests |
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Other statistical methods
sample size and power, nonlinear regression, imputations, stepwise regression, statistical and mathematical functions |
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Matrix commands
multiplication, addition, matrix inversion, eigenvalues and eigenvectors, SVD, Kronecker products, cross-products, matrix expressions |
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Programming language
adding new commands, command scripting, if, while, command parsing, debugging, menu and dialog-box programming, markup and control language |
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Internet capabilities
ability to install new commands, web updating, web file sharing, latest Stata news |
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| Sample session |
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